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A large class of quantum and statistical field theoretical models, encompassing relevant condensed matter and non-abelian gauge systems, are defined in terms of complex actions. As the ordinary Monte-Carlo methods are useless in dealing…
In the landscape of approaches toward the simulation of Lattice Models with complex action the Complex Langevin (CL) appears as a straightforward method with a simple, well defined setup. Its applicability, however, is controlled by certain…
The complex Langevin method is one hopeful candidate to tackle the sign problem. This method is applicable not only to QCD but also to nonrelativistic field theory, such as condensed matter physics. We present the simulation results of a…
The complex Langevin method and the generalized Lefschetz-thimble method are two closely related approaches to the sign problem, which are both based on complexification of the original dynamical variables. The former can be viewed as a…
The Complex Langevin (CL) method to simulate `complex probabilities', ideally produces expectation values for the observables that converge to a limit equal to the expectation values obtained with the original complex `probability' measure.…
After a few remarks about the problem of extracting transport coefficients from lattice QCD calculations, I report on recent developments in applying stochastic quantization and complex Langevin dynamics to field theories with a complex…
We study strong existence and pathwise uniqueness for stochastic differential equations in $\RR^d$ with rough coefficients, and without assuming uniform ellipticity for the diffusion matrix. Our approach relies on direct quantitative…
Common algorithms for computationally simulating Langevin dynamics must discretize the stochastic differential equations of motion. These resulting finite time step integrators necessarily have several practical issues in common:…
This article deals with the realisation of constraints in underdamped Langevin dynamics via soft-constrained dynamics. Specifically, we study systems with a large (or small) parameter that controls the constraint mechanisms, e.g. the…
We study the stochastic quantization of the system with first class constraints in phase space. Though the Langevin equations of the canonical variables are defined without ordinary gauge fixing procedure, gauge fixing conditions are…
Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…
Using complex stochastic quantization, we implement a particle-number projection technique on the partition function of spin-1/2 fermions at finite temperature on the lattice. We discuss the method, its application towards obtaining the…
The long time behavior and detailed convergence analysis of Langevin equations has received increased attention over the last years. Difficulties arise from a lack of coercivity, usually termed hypocoercivity, of the underlying kinetic…
We present our latest results on the application of the complex Langevin method to one- and two-dimensional QCD. Although the method is stable, it unfortunately converges to an incorrect result when applied as such. After applying…
Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…
In complex Langevin simulations, the insufficient decay of the probability density near infinity leads to boundary terms that spoil the formal argument for correctness. We present a formulation of this term that is cheaply measurable in…
Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…
We develop a fourth order simulation algorithm for solving the stochastic Langevin equation. The method consists of identifying solvable operators in the Fokker-Planck equation, factorizing the evolution operator for small time steps to…